+2,062.4%
AVGO vs TMF
-84.4%
+2,146.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -9.9% | +1.2% | -11.1% | -9.9% |
| 30D | -22.0% | +19.7% | -41.7% | -21.3% |
| 3M | -30.0% | -2.1% | -27.9% | -30.0% |
| 6M | -30.7% | -13.4% | -17.3% | -31.1% |
| YTD | -14.7% | -16.7% | +2.1% | -15.3% |
| 1Y | -16.8% | -23.3% | +6.5% | -17.8% |
| 3Y | +244.4% | -24.8% | +269.2% | +243.0% |
| 5Y | +474.0% | -88.0% | +562.1% | +379.5% |
| All | +2,062.4% | -84.4% | +2,146.8% | +2,034.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling